Are shielded or unshielded cables best?

Make a cable that is as immune to outside RF while minimizing the shielding’s effect on the signal. It’s a balancing act, like most things. Likely Tesla could have built a listening room or home that was free from external RF and gear that did not radiate RF and a power distribution system that was free of degrading RF effects, but I don’t think he’s going to come back from Mars and make our collective hi-fi power dreams come true. It’s not a case of yes or no, it’s balancing the thing and system needs and user values.